Trading Metrics calculated at close of trading on 08-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,877.75 |
1,877.50 |
-0.25 |
0.0% |
1,865.50 |
High |
1,880.50 |
1,892.50 |
12.00 |
0.6% |
1,892.50 |
Low |
1,865.75 |
1,865.00 |
-0.75 |
0.0% |
1,865.00 |
Close |
1,877.50 |
1,890.00 |
12.50 |
0.7% |
1,890.00 |
Range |
14.75 |
27.50 |
12.75 |
86.4% |
27.50 |
ATR |
22.70 |
23.04 |
0.34 |
1.5% |
0.00 |
Volume |
261,274 |
241,321 |
-19,953 |
-7.6% |
1,029,368 |
|
Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,965.00 |
1,955.00 |
1,905.00 |
|
R3 |
1,937.50 |
1,927.50 |
1,897.50 |
|
R2 |
1,910.00 |
1,910.00 |
1,895.00 |
|
R1 |
1,900.00 |
1,900.00 |
1,892.50 |
1,905.00 |
PP |
1,882.50 |
1,882.50 |
1,882.50 |
1,885.00 |
S1 |
1,872.50 |
1,872.50 |
1,887.50 |
1,877.50 |
S2 |
1,855.00 |
1,855.00 |
1,885.00 |
|
S3 |
1,827.50 |
1,845.00 |
1,882.50 |
|
S4 |
1,800.00 |
1,817.50 |
1,875.00 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,965.00 |
1,955.00 |
1,905.00 |
|
R3 |
1,937.50 |
1,927.50 |
1,897.50 |
|
R2 |
1,910.00 |
1,910.00 |
1,895.00 |
|
R1 |
1,900.00 |
1,900.00 |
1,892.50 |
1,905.00 |
PP |
1,882.50 |
1,882.50 |
1,882.50 |
1,885.00 |
S1 |
1,872.50 |
1,872.50 |
1,887.50 |
1,877.50 |
S2 |
1,855.00 |
1,855.00 |
1,885.00 |
|
S3 |
1,827.50 |
1,845.00 |
1,882.50 |
|
S4 |
1,800.00 |
1,817.50 |
1,875.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,892.50 |
1,865.00 |
27.50 |
1.5% |
20.00 |
1.1% |
91% |
True |
True |
205,873 |
10 |
1,892.50 |
1,850.75 |
41.75 |
2.2% |
19.00 |
1.0% |
94% |
True |
False |
158,338 |
20 |
1,892.50 |
1,774.00 |
118.50 |
6.3% |
21.00 |
1.1% |
98% |
True |
False |
189,484 |
40 |
1,892.50 |
1,719.75 |
172.75 |
9.1% |
25.00 |
1.3% |
99% |
True |
False |
95,382 |
60 |
1,892.50 |
1,648.50 |
244.00 |
12.9% |
27.25 |
1.4% |
99% |
True |
False |
63,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,009.50 |
2.618 |
1,964.50 |
1.618 |
1,937.00 |
1.000 |
1,920.00 |
0.618 |
1,909.50 |
HIGH |
1,892.50 |
0.618 |
1,882.00 |
0.500 |
1,878.75 |
0.382 |
1,875.50 |
LOW |
1,865.00 |
0.618 |
1,848.00 |
1.000 |
1,837.50 |
1.618 |
1,820.50 |
2.618 |
1,793.00 |
4.250 |
1,748.00 |
|
|
Fisher Pivots for day following 08-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,886.25 |
1,886.25 |
PP |
1,882.50 |
1,882.50 |
S1 |
1,878.75 |
1,878.75 |
|